statsmodels.regression.linear_model.OLS.hessian
-
OLS.hessian(params, scale=
None
)[source]
Evaluate the Hessian function at a given point.
- Parameters:
- paramsarray_like
The parameter vector at which the Hessian is computed.
- scale
float
or None
If None, return the profile (concentrated) log likelihood
(profiled over the scale parameter), else return the
log-likelihood using the given scale value.
- Returns:
ndarray
The Hessian matrix.
Last update:
Dec 11, 2024